+173.5%
WEC vs TYL
+168.7%
+4.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.7% |
| 7D | -0.2% | +6.7% | -6.8% | -1.1% |
| 30D | +12.3% | +26.5% | -14.2% | +8.6% |
| 3M | +8.3% | +37.3% | -29.0% | +3.3% |
| 6M | +3.5% | +31.2% | -27.7% | -1.1% |
| YTD | +12.7% | -7.4% | +20.1% | +13.2% |
| 1Y | +8.2% | -9.6% | +17.7% | +9.0% |
| 3Y | +55.9% | +1.9% | +54.0% | +51.6% |
| 5Y | +51.2% | -21.1% | +72.4% | +51.2% |
| All | +173.5% | +168.7% | +4.9% | +122.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling